activity
20132023
most cited solutions of finite and infinite time interval BSDEs with non-Lipschitz coefficients

8 citations · 28 across the 23 of their papers we have counts for

collaborators
Showing 2021Show all

2 papers · 1 filter

math.PR2021

Invariant representation for generators of general time interval quadratic BSDEs under stochastic growth conditions

Guangshuo Zhou, Fengjiao Du, Shengjun Fan

This paper is devoted to proving a general invariant representation theorem for generators of general time interval backward stochastic differential equations, where the generator…

math.PR2021

Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs

Shengjun Fan, Ying Hu, Shanjian Tang

This paper is devoted to the existence, uniqueness and comparison theorem on unbounded solutions of a scalar backward stochastic differential equation (BSDE) whose generator grows…